+595.4%
MTUM vs UUUU
+109.7%
+485.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -1.3% |
| 7D | +1.2% | -5.0% | +6.3% | +1.8% |
| 30D | -1.7% | -7.8% | +6.1% | -1.0% |
| 3M | -0.5% | -0.4% | 0.0% | -0.8% |
| 6M | +22.3% | -32.9% | +55.2% | +26.1% |
| YTD | +21.4% | -6.3% | +27.6% | +19.7% |
| 1Y | +20.0% | +7.9% | +12.1% | +15.0% |
| 3Y | +113.0% | +85.2% | +27.8% | +85.6% |
| 5Y | +77.3% | +97.0% | -19.7% | +47.8% |
| 10Y | +350.5% | +492.6% | -142.1% | +211.1% |
| All | +595.4% | +109.7% | +485.7% | +402.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UUUU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling